<?xml version="1.0"?>
<!--
  == Copyright (c) 2002-2005. All rights reserved.
  == Financial Products Markup Language is subject to the FpML public license.
  == A copy of this license is available at http://www.fpml.org/documents/license
  -->
<FpML version="4-2" xsi:type="DataDocument" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.fpml.org/2005/FpML-4-2 ../fpml-main-4-2.xsd" xmlns="http://www.fpml.org/2005/FpML-4-2">
	<trade>
		<tradeHeader>
			<partyTradeIdentifier>
				<partyReference href="CHASE"/>
				<tradeId tradeIdScheme="http://www.chase.com/swaps/trade-id">TW9235</tradeId>
			</partyTradeIdentifier>
			<partyTradeIdentifier>
				<partyReference href="BARCLAYS"/>
				<tradeId tradeIdScheme="http://www.barclays.com/swaps/trade-id">SW2000</tradeId>
			</partyTradeIdentifier>
			<tradeDate>1994-12-12</tradeDate>
		</tradeHeader>
		<swap>
			<!-- Chase pays the floating rate every 6 months, based on 6M EUR-LIBOR-BBA,
            on an ACT/360 basis -->
			<swapStream>
				<payerPartyReference href="CHASE"/>
				<receiverPartyReference href="BARCLAYS"/>
				<calculationPeriodDates id="floatingCalcPeriodDates">
					<effectiveDate>
						<unadjustedDate>1994-12-14</unadjustedDate>
						<dateAdjustments>
							<businessDayConvention>NONE</businessDayConvention>
						</dateAdjustments>
					</effectiveDate>
					<terminationDate>
						<unadjustedDate>1999-12-14</unadjustedDate>
						<dateAdjustments>
							<businessDayConvention>MODFOLLOWING</businessDayConvention>
							<businessCenters id="primaryBusinessCenters">
								<businessCenter>DEFR</businessCenter>
							</businessCenters>
						</dateAdjustments>
					</terminationDate>
					<calculationPeriodDatesAdjustments>
						<businessDayConvention>MODFOLLOWING</businessDayConvention>
						<businessCentersReference href="primaryBusinessCenters"/>
					</calculationPeriodDatesAdjustments>
					<calculationPeriodFrequency>
						<periodMultiplier>6</periodMultiplier>
						<period>M</period>
						<rollConvention>14</rollConvention>
					</calculationPeriodFrequency>
				</calculationPeriodDates>
				<paymentDates>
					<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
					<paymentFrequency>
						<periodMultiplier>6</periodMultiplier>
						<period>M</period>
					</paymentFrequency>
					<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
					<paymentDatesAdjustments>
						<businessDayConvention>MODFOLLOWING</businessDayConvention>
						<businessCentersReference href="primaryBusinessCenters"/>
					</paymentDatesAdjustments>
				</paymentDates>
				<resetDates id="resetDates">
					<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
					<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
					<fixingDates>
						<periodMultiplier>-2</periodMultiplier>
						<period>D</period>
						<dayType>Business</dayType>
						<businessDayConvention>NONE</businessDayConvention>
						<businessCenters>
							<businessCenter>GBLO</businessCenter>
						</businessCenters>
						<dateRelativeTo href="resetDates"/>
					</fixingDates>
					<resetFrequency>
						<periodMultiplier>6</periodMultiplier>
						<period>M</period>
					</resetFrequency>
					<resetDatesAdjustments>
						<businessDayConvention>MODFOLLOWING</businessDayConvention>
						<businessCentersReference href="primaryBusinessCenters"/>
					</resetDatesAdjustments>
				</resetDates>
				<calculationPeriodAmount>
					<calculation>
						<notionalSchedule>
							<notionalStepSchedule>
								<initialValue>50000000.00</initialValue>
								<currency currencyScheme="http://www.fpml.org/ext/iso4217">EUR</currency>
							</notionalStepSchedule>
						</notionalSchedule>
						<floatingRateCalculation>
							<floatingRateIndex>EUR-LIBOR-BBA</floatingRateIndex>
							<indexTenor>
								<periodMultiplier>6</periodMultiplier>
								<period>M</period>
							</indexTenor>
						</floatingRateCalculation>
						<dayCountFraction>ACT/360</dayCountFraction>
					</calculation>
				</calculationPeriodAmount>
			</swapStream>
			<!-- Barclays pays the 6% fixed rate every year on a 30E/360 basis -->
			<swapStream>
				<payerPartyReference href="BARCLAYS"/>
				<receiverPartyReference href="CHASE"/>
				<calculationPeriodDates id="fixedCalcPeriodDates">
					<effectiveDate>
						<unadjustedDate>1994-12-14</unadjustedDate>
						<dateAdjustments>
							<businessDayConvention>NONE</businessDayConvention>
						</dateAdjustments>
					</effectiveDate>
					<terminationDate>
						<unadjustedDate>1999-12-14</unadjustedDate>
						<dateAdjustments>
							<businessDayConvention>MODFOLLOWING</businessDayConvention>
							<businessCentersReference href="primaryBusinessCenters"/>
						</dateAdjustments>
					</terminationDate>
					<calculationPeriodDatesAdjustments>
						<businessDayConvention>MODFOLLOWING</businessDayConvention>
						<businessCentersReference href="primaryBusinessCenters"/>
					</calculationPeriodDatesAdjustments>
					<calculationPeriodFrequency>
						<periodMultiplier>1</periodMultiplier>
						<period>Y</period>
						<rollConvention>14</rollConvention>
					</calculationPeriodFrequency>
				</calculationPeriodDates>
				<paymentDates>
					<calculationPeriodDatesReference href="fixedCalcPeriodDates"/>
					<paymentFrequency>
						<periodMultiplier>1</periodMultiplier>
						<period>Y</period>
					</paymentFrequency>
					<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
					<paymentDatesAdjustments>
						<businessDayConvention>MODFOLLOWING</businessDayConvention>
						<businessCentersReference href="primaryBusinessCenters"/>
					</paymentDatesAdjustments>
				</paymentDates>
				<calculationPeriodAmount>
					<calculation>
						<notionalSchedule>
							<notionalStepSchedule>
								<initialValue>50000000.00</initialValue>
								<currency currencyScheme="http://www.fpml.org/ext/iso4217">EUR</currency>
							</notionalStepSchedule>
						</notionalSchedule>
						<fixedRateSchedule>
							<initialValue>0.06</initialValue>
						</fixedRateSchedule>
						<dayCountFraction>30E/360</dayCountFraction>
					</calculation>
				</calculationPeriodAmount>
			</swapStream>
		</swap>
	</trade>
	<party id="CHASE">
		<partyId>CHASUS33</partyId>
	</party>
	<party id="BARCLAYS">
		<partyId>BARCGB2L</partyId>
	</party>
</FpML>
